62 lines
2.0 KiB
TypeScript
62 lines
2.0 KiB
TypeScript
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import { describe, expect, it } from 'vitest'
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import {
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coverage,
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directionAccuracy,
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hindsightBid,
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mape,
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naiveBid,
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nrmse,
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realisedRevenue,
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} from '../src/metrics.js'
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describe('forecast metrics', () => {
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it('mape ignores zero actuals and is 0 for a perfect forecast', () => {
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expect(mape([10, 0, 20], [10, 5, 20])).toBe(0)
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expect(mape([10, 20], [11, 18])).toBeCloseTo((0.1 + 0.1) / 2)
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})
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it('nrmse normalises by capacity', () => {
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expect(nrmse([0, 10], [0, 10], 20)).toBe(0)
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expect(nrmse([10, 10], [12, 8], 20)).toBeCloseTo(2 / 20)
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})
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it('coverage counts inclusive band hits', () => {
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expect(coverage([1, 2, 3, 4], [1, 1, 4, 1], [1, 3, 5, 3])).toBe(0.5)
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})
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it('direction accuracy scores pairwise ordering, not level', () => {
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expect(directionAccuracy([1, 2, 3], [10, 20, 30])).toBe(1)
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expect(directionAccuracy([1, 2, 3], [30, 20, 10])).toBe(0)
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expect(directionAccuracy([1, 2, 3], [1, 3, 2])).toBeCloseTo(2 / 3)
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})
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})
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describe('bid backtest baselines', () => {
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const price = [100, 300, 200, 50]
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const cap = [2, 2, 2, 2]
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it('realised revenue clears only where offer ≤ price', () => {
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expect(realisedRevenue({ offers: [150, 150, 150, 150], quantities: [1, 1, 1, 1] }, price)).toBe(500)
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})
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it('naive bid is flat, price-taking and meets the energy bound', () => {
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const bid = naiveBid(cap, 4)
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expect(bid.quantities).toEqual([1, 1, 1, 1])
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expect(bid.offers.every((o) => o === 0)).toBe(true)
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expect(naiveBid(cap, 100).quantities).toEqual(cap) // capped by capacity
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})
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it('hindsight bid fills highest-priced intervals first and bounds revenue above', () => {
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const bid = hindsightBid(price, cap, 3, 0.5)
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expect(bid.quantities).toEqual([0, 2, 1, 0])
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const best = realisedRevenue(bid, price)
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expect(best).toBe(800)
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expect(realisedRevenue(naiveBid(cap, 3), price)).toBeLessThan(best)
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})
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it('hindsight honours the block size', () => {
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const bid = hindsightBid(price, cap, 2.2, 0.5)
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expect(bid.quantities).toEqual([0, 2, 0, 0]) // leftover 0.2 < block → not placed
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})
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})
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